Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690540.7444 | 687116.6754 | 3424.069 | 415446.1659 | 895749.7654 | -480303.5994 |
Total P&L (%) | 690.5407 | 687.1167 | 3.4241 | 415.4462 | 895.7498 | -480.3036 |
Avg Daily Profit (%) | 0.3808 | 0.3789 | 0.0019 | 0.0905 | 0.1268 | 0 |
Buy And Hold Return (%) | 147.2642 | 147.2642 | 147.2642 | 147.2642 | 147.2642 | 147.2642 |
Max Trade Drawdown | -127581 | -83149 | -63650 | -1238452 | -809309 | -714455 |
Profit Factor | 1.9717 | 3.026 | 1.0092 | 1.1081 | 1.4726 | 0.7535 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 44.8598 | 41.5094 | 48.1481 | 44.8598 | 41.5094 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.4235 | 4.2639 | 1.0868 | 1.362 | 2.075 | 0.8115 |
Largest Winning Trade | 309282 | 309282 | 75492 | 870396 | 870396 | 379191 |
Largest Losing Trade | -36936 | -27783 | -36936 | -321696 | -321696 | -279597 |
Avg Bars in Trades | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Winners | 72 | 78 | 67 | 72 | 78 | 67 |
Avg Bars in Losers | 29 | 21 | 38 | 29 | 21 | 38 |
Bars Traded | 5212 | 2391 | 2821 | 5212 | 2391 | 2821 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360168 | -169640 | -747230 | -178807 | -205007 | -761553 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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